Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47881.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46486.73 Kr¶

PnL: ---------------------------------------> -401.84 Kr¶

DD now: ---------------------------------> -1.539 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 12:13:13.577861'

Anic Portfolio¶

Today¶

Return: -0.065 %¶

This Week¶

Return: -0.065 %¶

Total¶

Return: 56.752 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.150000 3213.600000 242.600000 8.170000 2971.000006
HEBA B 70 2.800000 2831.500000 195.500000 7.420000 2636.000010
Corem Property Group B 59 1.730000 624.220000 47.220000 8.180000 576.999999
AcadeMedia 12 0.650000 597.120000 40.120000 7.200000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.070000 392.300000 37.300000 10.510000 355.000000
MedCap 2 2.920000 458.000000 37.000000 8.790000 421.000000
HMS Networks 2 2.690000 703.200000 30.200000 4.490000 673.000000
Boozt 12 -0.210000 1682.400000 28.400000 1.720000 1653.999996
Resurs Holding 22 0.000000 601.040000 27.040000 4.710000 573.999998
SAAB B 8 -1.050000 3404.000000 27.000000 0.800000 3377.000000
OEM International B 7 0.900000 550.900000 22.900000 4.340000 527.999997
Eastnine 4 0.790000 512.800000 21.800000 4.440000 491.000000
Intrum 4 1.980000 546.600000 19.600000 3.720000 527.000000
Fastighetsbolag. Emilshus Pref 21 2.040000 578.550000 16.550000 2.940000 562.000005
Coor Service Management Hold. 8 2.470000 548.400000 16.400000 3.080000 532.000000
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
FM Mattsson Mora Group B 50 -1.340000 2935.000000 8.000000 0.270000 2927.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
CTEK 13 1.280000 536.770000 2.770000 0.520000 533.999999
Swedbank A 3 -0.160000 566.400000 2.400000 0.430000 564.000000
Samhällsbyggnadsbo. i Norden D 12 2.990000 248.160000 2.160000 0.880000 246.000000
Securitas B 6 1.170000 570.600000 0.600000 0.110000 570.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 3.820000 581.490000 -1.510000 -0.260000 582.999984
Handelsbanken A 5 0.050000 544.250000 -1.750000 -0.320000 546.000000
Essity B 2 -1.730000 567.400000 -6.600000 -1.150000 574.000000
Nordea Bank Abp 29 -0.180000 3442.300000 -11.700000 -0.340000 3453.999992
Essity A 4 -1.220000 1136.000000 -13.000000 -1.130000 1149.000000
Sampo Oyj SDB 7 -0.360000 3829.000000 -21.000000 -0.550000 3850.000000
International Petroleum Corp. 5 3.100000 565.000000 -29.570000 -4.970000 594.565215
Vivesto 1368 -0.930000 551.300000 -61.700000 -10.070000 612.999432
Axfood 13 0.140000 3666.000000 -90.000000 -2.400000 3756.000001
OX2 18 -0.750000 1438.200000 -225.800000 -13.570000 1663.999992
Fasadgruppen Group 35 0.450000 3501.750000 -309.250000 -8.110000 3810.999990
Ovzon 52 0.180000 2886.000000 -476.000000 -14.160000 3361.999992
TOTAL 46486.730000 -401.840000 -1.53858% 46888.564618

Updated:¶

'2023-01-23 12:13:26.229137'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶